住房抵押贷款风险控制实证研究——基于中国银行某分行的数据分析
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引用本文:龙海明,唐海龙,欧阳娟.住房抵押贷款风险控制实证研究——基于中国银行某分行的数据分析[J].财经理论与实践,2010,(5):29-33
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作者单位
龙海明 (湖南大学 金融学院湖南 长沙410079) 
唐海龙  
欧阳娟  
中文摘要:选取中国银行某分行住房抵押贷款数据,运用压力测试、Logistic模型对住房抵押贷款风险进行实证研究,判断该行抵御风险的能力。研究发现,贷款客户的学历、婚姻状况、贷款利率和期限等因素对该行住房抵押贷款违约风险产生了重要影响。因此,银行应在相关方面加强控制以有效防范风险。
中文关键词:风险控制  压力测试  因子分析  Logistic模型
 
An Empirical Study on the Risk Control of Mortgage Loans: Based on the Data from A Branch of Bank of China
Abstract:The paper selects the data of mortgage loans from one of the branches of Bank of China and uses stress tests and Logistic model to empirically analyze mortgage loans risk, thus determines its risks defending capacity. And then we identify the main factors such as customer education, marital status, loan interest rates and deadlines affect the bank's mortgage default risk. So banks should pay attention to these aspects in order to avoid risks effectively.
keywords:Risk control  Stress testing  Factor analysis  Logistic model
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